drop_multicollin: Drop Multicollinear Columns

In chadhazlett/KBAL: Kernel Balancing

Drop Multicollinear Columns

Description

Drops multicollinear columns in order of highest correlation

Usage

drop_multicollin(allx, printprogress = TRUE)

Arguments

allx	a matrix of data to check for multicollinearity
printprogress	logical to indicate if progress should be printed out to command line

Value

allx_noMC	resulting data matrix of full rank after multicolliear columns have been dropped
dropped_cols	column names of those dropped

Examples

# make data with multicollinearity 
data <- data.frame(x = rnorm(100),
                   y = sample.int(100,100), 
                   z = runif(100, 3,6))
test = data.frame(mc_1 = data$x,
                  mc_2 = data$x*2 + data$y - data$z)
dat = cbind(test, data)
#run
mc_check= drop_multicollin(dat)
mc_check$dropped_cols 

chadhazlett/KBAL documentation built on Jan. 3, 2024, 9:57 p.m.